Case ID: 296073     Solution ID: 6303     Words: 1269 Price $ 45

Risk of Stocks in the Long Run Barnstable College Endowment case solution

Case Solution

The endowment manager of the Barnstable College is assessing applications to improve the grant’s contact with the stocks. This proposal is based on the analysis that if stocks are kept for longer durations, it would be much safer.

Excel Calculations

Questions Covered

1- Abstract
2- Background
     a)Comparison of Shortfall Method with VAR Model
     b)Empirical Analysis on Shortfall Method 
3- What are the side effects of using Shortfall? 
     a)Net cost to the Sponsor of fund 
4- References